+420.4%
FIX vs LTH
+273.3%
+147.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.8% | -12.3% | -11.8% |
| 7D | -27.2% | +5.3% | -32.5% | -28.6% |
| 30D | -46.9% | +18.3% | -65.2% | -49.8% |
| 3M | -44.4% | +5.4% | -49.8% | -45.6% |
| 6M | -50.9% | +62.5% | -113.4% | -58.9% |
| YTD | +3.5% | +79.6% | -76.1% | -17.1% |
| 1Y | -2.1% | +88.1% | -90.3% | -23.0% |
| All | +420.4% | +273.3% | +147.0% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling